政大機構典藏-National Chengchi University Institutional Repository(NCCUR):Item 140.119/133660

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题名:	Locating Infinite Discontinuities in Computer Experiments
作者:	洪英超 Hung, Y.C. Michailidis, G. Lok, H.P.H.
贡献者:	統計系
关键词:	Computer experiments;Infinite discontinuity;Active learning;Support vector machines;Quasi-Monte Carlo methods
日期:	2020-05
上传时间:	2021-01-22 09:15:58 (UTC+8)
摘要:	Identification of input configurations so as to meet a prespecified output target under a limited experimental budget has been an important task for computer experiments. Such a task often involves the development of response models and design of experimental trials that rely on the models exhibiting continuity and differentiability properties. Motivated by two canonical examples in systems and manufacturing engineering, we propose a strategy for locating the boundary of the response surface in computer experiments, wherein on one side the response is finite, whereas on the other side it is infinite, leveraging ideas from active learning and quasi-Monte Carlo methods. The strategy is illustrated on an example from computer networks engineering and one from precision manufacturing and shown to allocate experimental trials in a fairly effective manner. We conclude by discussing extensions of the proposed strategy to characterize other types of output discontinuity or nondifferentiability in high-cost experiments, including jump discontinuities in the target output response or pathological structures such as kinks and cusps.
關聯:	SIAM/ASA Journal on Uncertainty Quantification, Vol.8, No.2, pp.717-747
数据类型:	article
DOI 連結:	https://doi.org/10.1137/18M1209076
DOI:	10.1137/18M1209076
显示于类别:	[統計學系] 期刊論文

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